MFRFX vs. MITTX
Compare and contrast key facts about MFS Research Fund (MFRFX) and MFS Massachusetts Investors Trust (MITTX).
MFRFX is managed by MFS. It was launched on Oct 13, 1971. MITTX is managed by MFS. It was launched on Jul 15, 1924.
Performance
MFRFX vs. MITTX - Performance Comparison
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MFRFX vs. MITTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFRFX MFS Research Fund | -7.53% | 12.80% | 18.77% | 22.49% | -17.21% | 24.66% | 16.63% | 33.13% | -4.51% | 23.31% |
MITTX MFS Massachusetts Investors Trust | -6.58% | 13.67% | 19.69% | 19.26% | -16.27% | 26.73% | 18.72% | 31.92% | -5.56% | 23.55% |
Returns By Period
In the year-to-date period, MFRFX achieves a -7.53% return, which is significantly lower than MITTX's -6.58% return. Both investments have delivered pretty close results over the past 10 years, with MFRFX having a 11.79% annualized return and MITTX not far ahead at 12.28%.
MFRFX
- 1D
- -0.21%
- 1M
- -7.65%
- YTD
- -7.53%
- 6M
- -5.94%
- 1Y
- 9.85%
- 3Y*
- 13.29%
- 5Y*
- 8.27%
- 10Y*
- 11.79%
MITTX
- 1D
- -0.15%
- 1M
- -8.19%
- YTD
- -6.58%
- 6M
- -4.84%
- 1Y
- 8.95%
- 3Y*
- 13.55%
- 5Y*
- 8.64%
- 10Y*
- 12.28%
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MFRFX vs. MITTX - Expense Ratio Comparison
MFRFX has a 0.78% expense ratio, which is higher than MITTX's 0.70% expense ratio.
Return for Risk
MFRFX vs. MITTX — Risk / Return Rank
MFRFX
MITTX
MFRFX vs. MITTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Research Fund (MFRFX) and MFS Massachusetts Investors Trust (MITTX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MFRFX | MITTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.59 | -0.01 |
Sortino ratioReturn per unit of downside risk | 0.95 | 0.94 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 0.70 | -0.01 |
Martin ratioReturn relative to average drawdown | 2.99 | 2.89 | +0.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MFRFX | MITTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.59 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.56 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.72 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.42 | +0.01 |
Correlation
The correlation between MFRFX and MITTX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MFRFX vs. MITTX - Dividend Comparison
MFRFX's dividend yield for the trailing twelve months is around 17.40%, more than MITTX's 15.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFRFX MFS Research Fund | 17.40% | 16.09% | 10.04% | 6.68% | 7.56% | 5.43% | 5.09% | 3.68% | 12.52% | 8.80% | 4.63% | 6.98% |
MITTX MFS Massachusetts Investors Trust | 15.33% | 14.33% | 14.47% | 10.96% | 9.35% | 8.66% | 8.14% | 7.58% | 13.49% | 7.27% | 5.55% | 6.02% |
Drawdowns
MFRFX vs. MITTX - Drawdown Comparison
The maximum MFRFX drawdown since its inception was -56.15%, which is greater than MITTX's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for MFRFX and MITTX.
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Drawdown Indicators
| MFRFX | MITTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.15% | -49.54% | -6.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -10.76% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -23.27% | -0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | -33.45% | -0.07% |
Current DrawdownCurrent decline from peak | -9.63% | -9.76% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -14.50% | -10.57% | -3.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.60% | +0.12% |
Volatility
MFRFX vs. MITTX - Volatility Comparison
MFS Research Fund (MFRFX) and MFS Massachusetts Investors Trust (MITTX) have volatilities of 4.20% and 4.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFRFX | MITTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 4.02% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 8.50% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.84% | 16.17% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 15.65% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 17.19% | +0.38% |